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2 Characteristic of Function Compatibility Mode

This document discusses characteristics and properties of functions including: 1. Types of functions such as linear vs nonlinear, convex vs concave, unimodal vs multimodal. 2. Continuity properties including continuous, discontinuous, and discrete functions. 3. Optimality conditions including local vs global optima and necessary and sufficient conditions for unconstrained optimization problems. 4. Classification of optimization models based on variables, constraints, objectives, linearity, time, and data. 5. Examples of taking derivatives of various functions.

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Roland Adi Nugraha
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20 views

2 Characteristic of Function Compatibility Mode

This document discusses characteristics and properties of functions including: 1. Types of functions such as linear vs nonlinear, convex vs concave, unimodal vs multimodal. 2. Continuity properties including continuous, discontinuous, and discrete functions. 3. Optimality conditions including local vs global optima and necessary and sufficient conditions for unconstrained optimization problems. 4. Classification of optimization models based on variables, constraints, objectives, linearity, time, and data. 5. Examples of taking derivatives of various functions.

Uploaded by

Roland Adi Nugraha
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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2/1/2010

CHARACTERISTIC
OF FUNCTION

Deny Ratna Yuniartha


Industrial Engineering
Atma Jaya Yogyakarta University

Type of Function

ƒ Linier vs non-
non-linier (quadratic)
ƒ Cembung (convex) vs cekung (concave)
ƒ Unimodal vs multimodal
ƒ Well-- bounded
Well

1
2/1/2010

Continuity of Function

ƒ Continuous function
ƒ Discontinuous function
ƒ Discrete function

Optimality (1)
ƒ Local and global

2
2/1/2010

Optimality (2)

Necessary & Sufficient


Conditions for Unconstrained
ƒ If a point x* is to be a local minimum of a
function f (x
(x), which is differentiable at x*,
then
1. A necessary condition is that x* be a stationary
point, that is

∇f (x*)) = 0
2. A sufficient condition is that the Hessian Matrix
be positive definite at point x*, that is

∇ 2 f (x*) > 0

3
2/1/2010

Necessary & Sufficient


Conditions…(cont.)
ƒ If the point x* is a maximum
ƒ Condition 1 still holds
ƒ The Hessian Matrix must be negative
definite
ƒ If the Hessian Matrix is indefinite Î
saddle point

Classification of
Optimization Model
ƒ Variable:
single--variable (univariate
single (univariate)) optimization vs multivariable (multivariate
optimization)
discrete optimization vs continuous optimization
ƒ Constraint
unconstrained optimization vs constrained optimization
ƒ Objective
single--criterion optimization vs multicriteria optimization
single
ƒ Linearity
linier optimization vs non-
non-linier optimization
ƒ Time
dynamic optimization vs static optimization
ƒ Data
deterministic optimization vs stochastic optimization

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2/1/2010

Review Derivative
ƒ Find first derivative of these functions:
f ( x) = x 5 − 4 x 3 + 2 x − 3 (
f ( x) = tan 2 x 2 + 1) 3

(
f ( x) = x 2 − 3x + 5 )
4
f ( x) = cos5 x
f ( x) = (2 x − 1)(2 x + 3) ( )
f ( x) = sin x 2
2x + 3
f ( x) = f ( x) = x 2 sin x
x − 5x + 5
2

f ( x) = x 4 − x 2 + 1 + 4
(( )
f ( x) = cos x 2 − 1 / ( x + 4) )
2 /( x + 5) x2 +1
f ( x) = f ( x) =
3x 2 + 2 x sin x

Review Partial Derivative


⎛ ∂f ∂f ∂ 2 f ∂ 2 f ∂ 2 f ∂ 2 f ⎞
ƒ Find partial derivative ⎜⎜ , , 2 , 2 , , ⎟⎟
⎝ ∂x ∂y ∂ x ∂ y ∂x ∂ y ∂y∂x ⎠
of these functions:
f ( x, y ) = x 2 y + 3 x 4 y 3 + 2 x
f ( x, y ) = x 2 sin ( xy )

f ( x, y ) = e xy + ln ( xy )

( )
f ( x, y ) = sin x 2 y + cos
x
y
− x sin y 2

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